+36.6%
CTVA vs IRM
+187.5%
-150.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | -20.8% | +6.8% | -27.5% | -22.0% |
| 30D | -29.6% | +2.6% | -32.2% | -30.3% |
| 3M | -16.9% | -9.5% | -7.4% | -15.5% |
| 6M | -24.3% | -8.5% | -15.8% | -23.4% |
| YTD | -5.6% | +40.3% | -45.9% | -14.1% |
| 1Y | -4.2% | +28.7% | -32.8% | -11.1% |
| 3Y | +43.3% | +111.8% | -68.5% | +9.8% |
| All | +36.6% | +187.5% | -150.8% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling